Bayes factors and nonlinearity: Evidence from economic time series

Journal of Econometrics - Tập 88 - Trang 251-281 - 1999
Gary Koop1, Simon M. Potter2
1Department of Economics, University of Edinburgh, Edinburgh, EH8 9JY, UK
2Domestic Research Function, Federal Reserve Bank of New York, 33 Liberty Street, New York, NY 10045-0001, USA

Tài liệu tham khảo

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